Multiple Regression Analysis

Understanding Unique Contributions of Predictors

  • The focus is on understanding the individual contributions of independent variables (predictors) in explaining the variance in the dependent variable.

  • Tolerance is examined as a statistic to identify multicollinearity issues among independent variables.

  • Other statistics, including those for unique variance, are considered.

Course Quality Example

  • Course quality is the dependent variable (Y), measured on a Likert scale from 1 to 5.

  • Independent variables (Xs) include:

    • Enrolment number

    • Exam quality

    • Grade expected

    • Lecturer's knowledge

    • Lecturer's ability

  • The goal is to determine the combination of Xs that best explains the variance in Y (R-squared) and to identify the strongest individual predictors.

  • The interrelationship between the X variables is considered, as overlap may influence their predictive power on Y.

  • Simple correlations(R values) alone are potentially misleading due to the absence of other variables in the model.

Statistical Significance

  • Green numbers with asterisks indicate statistically significant predictors of course quality.

  • Single asterisk (*) indicates significance at the p < 0.05 level.

  • Double asterisk (**) indicates significance at the p < 0.01 level or lower.

Interpreting R Values and R-Squared

  • R values represent simple correlations between each independent variable and course quality.

  • R-squared values indicate the proportion of variance in the dependent variable explained by each independent variable.

  • To calculate the proportion of variance explained, square the R value (e.g., R=0.6R = 0.6, R2=0.36R^2 = 0.36, explaining 36% of the variation).

Correlations Between Independent Variables

  • Significant correlations exist between:
    *Exam quality and Enrolment number
    *Grade expected and Exam quality
    *Lecturer ability and Exam quality

  • Multicollinearity is a concern in multiple regression if independent variables are highly correlated.

Overlap and Redundancy

  • Adding up individual R-squared values can result in a total greater than 100% due to overlap and redundant contributions among the predictors.

  • Example: Sum of individual R-squared values is 1.613 (161.3%), while the regression model explains 76% of the variance in course quality.

  • The adjusted R-squared accounts for sample size, especially when the sample size is small (e.g., 50 in this case).

Assessing Multicollinearity with Tolerance

  • Statistical packages can run each independent variable(X) as the dependent variable and the other variables as independent variables to predict it.

  • Example: Using four independent variables to predict enrolment explains 35% of its variance.

  • Tolerance is calculated as 1R21 - R^2.

  • Acceptable tolerance values should be greater than 0.1.

  • Tolerance indicates how much variance in an independent variable is not explained by the other variables.

  • High tolerance values (e.g., greater than 0.85) indicate that the constructs are very different.

Interpreting Regression Output

  • Regression tables include predictors, unstandardized beta coefficients, standardized beta coefficients, R value (zero-order correlation), unique correlation (SR), partial correlation, tolerance, and T value.

  • Tolerance indicates the potential contribution of a variable, considering how it relates to other independent variables.

  • A low tolerance (e.g., 0.12) means the variable does not share much with the other IVS while the unique percentage, explains a big chunk of the dependent variable.

Semi Partial Correlation (Unique Correlation)

  • Semi partial correlation (SR) indicates the unique contribution of each predictor.

  • SR2SR^2 is more informative than SR because it indicates the proportion of variance uniquely explained by the variable.

Formula for Semi Partial Correlation Squared

  • Formula: SR2=Unique explanation by X<em>1SR^2 = \text{Unique explanation by } X<em>1, partially out the unique from X</em>2X</em>2 and the shared value with X2X_2.

  • This formula isolates the unique contribution of X1X_1.

Changes in Explained Variance

  • Exam quality initially has an R of 0.6 (R2=36%R^2 = 36\%.)

  • Unique correlation drops to 0.06 (SR2=0.0036SR^2 = 0.0036, less than 1%) after including other variables.

  • Lecturer teaching ability initially explains 64%, which decreases to 18% or 19% uniquely.

  • Total R-squared for the model is 75.5% or 76%.

  • The two most significant predictors (lecturer knowledge and lecturer ability) explain the highest unique variance (0.07 and 0.18, respectively).

Reporting Regression Findings

  • Include the number of independent variables, the outcome variable, R-squared, F value, and p-value.

  • Report SR values to indicate the unique contribution of significant variables.

Key Considerations

  • Compare zero-order correlations with semi partial correlations to assess the impact of including other independent variables.

  • Tolerance of 0.10 is the threshold for identifying multicollinearity issues.

  • Semi partial correlation helps understand the unique contribution of each independent variable.

Sample Size Estimation

  • A basic guideline is to start with 50 participants and add five participants for each predictor.

  • For five predictors, a sample size of 50+(5×5)=7550 + (5 \times 5) = 75 is needed.

  • G Power three is a more comprehensive tool for calculating power and sample size.